Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
128.07 |
127.65 |
-0.42 |
-0.3% |
128.80 |
| High |
128.17 |
127.79 |
-0.38 |
-0.3% |
129.17 |
| Low |
127.31 |
127.32 |
0.01 |
0.0% |
127.31 |
| Close |
127.50 |
127.41 |
-0.09 |
-0.1% |
127.41 |
| Range |
0.86 |
0.47 |
-0.39 |
-45.3% |
1.86 |
| ATR |
0.86 |
0.84 |
-0.03 |
-3.3% |
0.00 |
| Volume |
1,268,559 |
0 |
-1,268,559 |
-100.0% |
3,018,412 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.92 |
128.63 |
127.67 |
|
| R3 |
128.45 |
128.16 |
127.54 |
|
| R2 |
127.98 |
127.98 |
127.50 |
|
| R1 |
127.69 |
127.69 |
127.45 |
127.60 |
| PP |
127.51 |
127.51 |
127.51 |
127.46 |
| S1 |
127.22 |
127.22 |
127.37 |
127.13 |
| S2 |
127.04 |
127.04 |
127.32 |
|
| S3 |
126.57 |
126.75 |
127.28 |
|
| S4 |
126.10 |
126.28 |
127.15 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.54 |
132.34 |
128.43 |
|
| R3 |
131.68 |
130.48 |
127.92 |
|
| R2 |
129.82 |
129.82 |
127.75 |
|
| R1 |
128.62 |
128.62 |
127.58 |
128.29 |
| PP |
127.96 |
127.96 |
127.96 |
127.80 |
| S1 |
126.76 |
126.76 |
127.24 |
126.43 |
| S2 |
126.10 |
126.10 |
127.07 |
|
| S3 |
124.24 |
124.90 |
126.90 |
|
| S4 |
122.38 |
123.04 |
126.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.17 |
127.31 |
1.86 |
1.5% |
0.73 |
0.6% |
5% |
False |
False |
603,682 |
| 10 |
130.95 |
127.31 |
3.64 |
2.9% |
0.85 |
0.7% |
3% |
False |
False |
624,748 |
| 20 |
130.95 |
127.31 |
3.64 |
2.9% |
0.79 |
0.6% |
3% |
False |
False |
719,467 |
| 40 |
132.36 |
127.31 |
5.05 |
4.0% |
0.75 |
0.6% |
2% |
False |
False |
672,346 |
| 60 |
133.29 |
127.31 |
5.98 |
4.7% |
0.80 |
0.6% |
2% |
False |
False |
719,199 |
| 80 |
133.29 |
126.66 |
6.63 |
5.2% |
0.77 |
0.6% |
11% |
False |
False |
541,365 |
| 100 |
133.29 |
126.01 |
7.28 |
5.7% |
0.73 |
0.6% |
19% |
False |
False |
433,130 |
| 120 |
133.29 |
125.81 |
7.48 |
5.9% |
0.67 |
0.5% |
21% |
False |
False |
360,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.79 |
|
2.618 |
129.02 |
|
1.618 |
128.55 |
|
1.000 |
128.26 |
|
0.618 |
128.08 |
|
HIGH |
127.79 |
|
0.618 |
127.61 |
|
0.500 |
127.56 |
|
0.382 |
127.50 |
|
LOW |
127.32 |
|
0.618 |
127.03 |
|
1.000 |
126.85 |
|
1.618 |
126.56 |
|
2.618 |
126.09 |
|
4.250 |
125.32 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.56 |
128.01 |
| PP |
127.51 |
127.81 |
| S1 |
127.46 |
127.61 |
|